+338.6%
SPGI vs BAH
+199.5%
+139.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -0.8% | -2.6% | +1.7% | -0.1% |
| 30D | +14.3% | +20.4% | -6.1% | +8.3% |
| 3M | +14.5% | +11.9% | +2.6% | +10.5% |
| 6M | +17.3% | +17.1% | +0.2% | +11.1% |
| YTD | -4.6% | +5.5% | -10.1% | -7.6% |
| 1Y | +0.8% | +5.6% | -4.8% | -2.7% |
| 3Y | +28.8% | -26.5% | +55.3% | +31.3% |
| 5Y | +14.0% | +6.5% | +7.5% | -1.8% |
| All | +338.6% | +199.5% | +139.0% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling